Mean variance preferences and the heat equation

DOI10.1007/BF01074959zbMath0786.90007OpenAlexW3125102540MaRDI QIDQ688544

Peter Bardsley

Publication date: 10 January 1994

Published in: Theory and Decision (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01074959

zbMATH Keywords

heat equation

Mathematics Subject Classification ID

Utility theory (91B16)

Cites Work

• A characterization of the distributions that imply mean-variance utility functions
• Global measures of risk aversion
• Decreasing Risk Aversion and Mean-Variance Analysis
• "Expected Utility" Analysis without the Independence Axiom
• The Ordering of Portfolios in Terms of Mean and Variance

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